-24.3%
UPS vs CRBG
+120.4%
-144.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -0.4% | +1.0% | -1.3% | -0.7% |
| 3M | -3.7% | +22.1% | -25.8% | -8.6% |
| 6M | +8.9% | +51.0% | -42.1% | -2.3% |
| YTD | +8.2% | +17.6% | -9.4% | +3.0% |
| 1Y | +29.4% | +8.0% | +21.5% | +25.5% |
| 3Y | -24.3% | +118.0% | -142.3% | -35.8% |
| All | -24.3% | +120.4% | -144.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling